THE STATISTICAL DISTRIBUTION OF EXCHANGE-RATES - EMPIRICAL-EVIDENCE AND ECONOMIC-IMPLICATIONS

被引：146

作者：

BOOTHE, P ^{[1
]}

GLASSMAN, D ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,DEPT ECON,VANCOUVER V6T 1Y2,BC,CANADA

来源：

JOURNAL OF INTERNATIONAL ECONOMICS | 1987年 / 22卷 / 3-4期

关键词：

D O I：

10.1016/S0022-1996(87)80025-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：297 / 319

页数：23

共 31 条

[1]

[Anonymous], 1980, ANAL CROSS CLASSIFIE

[2]

[Anonymous], 1971, THESIS YALE U

[3] RE-EXAMINATION OF EMPIRICAL DISTRIBUTION OF STOCK PRICE CHANGES [J].

BARNEA, A ;

DOWNES, DH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (342) :348-350

[4]

Bergstrom H., 1952, ARK MAT, V2, P375, DOI DOI 10.1007/BF02591503

[5] COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES [J].

BLATTBERG, RC ;

GONEDES, NJ .

JOURNAL OF BUSINESS, 1974, 47 (02) :244-280

[6]

BLATTBERG RC, 1975, 7501 U CHIC CTR MATH

[7] FOREIGN-EXCHANGE MARKET-EFFICIENCY TESTS - IMPLICATIONS OF RECENT EMPIRICAL-FINDINGS [J].

BOOTHE, P ;

LONGWORTH, D .

JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1986, 5 (02) :135-152

[8]

BOOTHE P, 1985, 855 U ALB DISC PAP

[9]

BOOTHE P, 1987, IN PRESS OXFORD EC P

[10] SOME PROPERTIES OF SYMMETRIC STABLE DISTRIBUTIONS [J].

FAMA, EF ;

ROLL, R .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (323) :817-&

← 1 2 3 4 →